sounds like you are getting the imfamous overboost fault.
you could investigate the MAP sensor, in the back of the manifold. it will undoubtedly be pretty manky so you could try giving it a clean, however it probably won't help. its free though, so give it a try.
which pipes is it they've changed? I assume its the vacuum pipes that run between the vac generator and VNT actuator and from VNT actuator to VNT mechanism? they are fairly typical things to fail and cause the vnt to not function properly.
I had the same issue before now and I went as far as replacing the MAP sensor which had no affect, changed the vacuum pipe which again had no change. in my case it turned out to be the actual VNT actuator / solenoid that sits on top of the radiator that had failed, rather than the turbo itself.
cleaning the EGR is a good idea as that does get coked up but its unlikely to have any bearing on boost pressure, that would generate air quality or egr related faults.
1999 156 1.8TS Sport Pack 3
2001 166 3.0 V6 24V Super
2003 156 GTA 3.2 V6 24V
2005 156 1.9 JTDM-Jet Sport
2008 159 1.9 JTDM Lusso
1997 GTV 2.0TS Lusso
2001 147 1.6TS Lusso